+412.7%
MS vs VEA
+170.4%
+242.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | -0.4% |
| 7D | +1.4% | +1.0% | +0.4% | -0.1% |
| 30D | -0.3% | +1.9% | -2.2% | -3.2% |
| 3M | +0.3% | +3.2% | -2.9% | -4.9% |
| 6M | +31.3% | +10.2% | +21.1% | +11.5% |
| YTD | +24.7% | +18.9% | +5.8% | -6.2% |
| 1Y | +47.9% | +29.3% | +18.6% | -2.4% |
| 3Y | +178.3% | +76.8% | +101.6% | +11.1% |
| 5Y | +144.9% | +61.2% | +83.7% | +11.9% |
| 10Y | +804.5% | +163.3% | +641.2% | +90.7% |
| All | +412.7% | +170.4% | +242.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling